Convergence in Skorokhod J-topology for compositions of stochastic processes

dc.contributor.author	Silvestrov, D.S.
dc.date.accessioned	2009-11-25T11:08:13Z
dc.date.available	2009-11-25T11:08:13Z
dc.date.issued	2008
dc.identifier.citation	Convergence in Skorokhod J-topology for compositions of stochastic processes / D.S. Silvestrov // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 126–143. — Бібліогр.: 75 назв.— англ.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4543
dc.description.abstract	A survey on functional limit theorems for compositions of stochastic processes is presented. Applications to stochastic processes with random scaling of time, random sums, extremes with random sample size, generalised exceeding processes, sum- and max-processes with renewal stopping, and shock processes are discussed.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	Convergence in Skorokhod J-topology for compositions of stochastic processes	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US
dc.identifier.udc	519.21